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Gaussian empirical Bayes methods usually maintain a precision independence assumption: The unknown parameters of interest are independent from the known standard errors of the estimates. This assumption is often theoretically questionable…

Econometrics · Economics 2025-12-30 Jiafeng Chen

To effect behavior change a successful algorithm must make high-quality decisions in real-time. For example, a mobile health (mHealth) application designed to increase physical activity must make contextually relevant suggestions to…

Machine Learning · Statistics 2020-03-31 Marianne Menictas , Sabina Tomkins , Susan A Murphy

Nonparametric empirical Bayes methods provide a flexible and attractive approach to high-dimensional data analysis. One particularly elegant empirical Bayes methodology, involving the Kiefer-Wolfowitz nonparametric maximum likelihood…

Methodology · Statistics 2014-07-11 Lee H. Dicker , Sihai D. Zhao

In a bivariate meta-analysis the number of diagnostic studies involved is often very low so that frequentist methods may result in problems. Bayesian inference is attractive as informative priors that add small amount of information can…

Methodology · Statistics 2015-12-22 Jingyi Guo , Håvard Rue , Andrea Riebler

Empirical Bayes inference is based on estimation of the parameters of an a priori distribution from the observed data. The estimation technique of the parameters of the prior, called hyperparameters, is based on the marginal distribution…

Systems and Control · Electrical Eng. & Systems 2025-11-06 Timofei Leahu , Giorgio Picci

Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing…

Methodology · Statistics 2026-03-05 Diego Salmerón , Juan Antonio Cano , Christian P. Robert

It is proposed in the literature that in some complicated problems maximum likelihood estimates (MLE) are not suitable or even do not exist. An alternative to MLE for estimation of the parameters is the Bayesian method. The Markov chain…

Applications · Statistics 2019-10-08 Ali Reza Fotouhi

Empirical Bayes methods have been around for a long time and have a wide range of applications. These methods provide a way in which historical data can be aggregated to provide estimates of the posterior mean. This thesis revisits some of…

Methodology · Statistics 2021-08-17 Xiuwen Duan

Empirical Bayes (EB) is a popular framework for large-scale inference that aims to find data-driven estimators to compete with the Bayesian oracle that knows the true prior. Two principled approaches to EB estimation have emerged over the…

Statistics Theory · Mathematics 2024-11-21 Yandi Shen , Yihong Wu

Consider a statistical problem where a set of parameters are of interest to a researcher. Then multiple confidence intervals can be constructed to infer the set of parameters simultaneously. The constructed multiple confidence intervals are…

Methodology · Statistics 2019-12-10 Taeho Kim , Edsel A. Pena

Bayesian inference methods are useful in infectious diseases modeling due to their capability to propagate uncertainty, manage sparse data, incorporate latent structures, and address high-dimensional parameter spaces. However, parameter…

Methodology · Statistics 2025-04-29 Xiahui Li , Fergus Chadwick , Ben Swallow

Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…

Methodology · Statistics 2024-04-30 Shirin Golchi , James Willard

Objective prior distributions represent an important tool that allows one to have the advantages of using the Bayesian framework even when information about the parameters of a model is not available. The usual objective approaches work off…

Methodology · Statistics 2018-09-25 Fabrizio Leisen , Cristiano Villa , Stephen G. Walker

Empirical Bayes provides a powerful approach to learning and adapting to latent structure in data. Theory and algorithms for empirical Bayes have a rich literature for sequence models, but are less understood in settings where latent…

Statistics Theory · Mathematics 2023-12-21 Zhou Fan , Leying Guan , Yandi Shen , Yihong Wu

Historical data about disease outcomes can be integrated into the analysis of clinical trials in many ways. We build on existing literature that uses prognostic scores from a predictive model to increase the efficiency of treatment effect…

Methodology · Statistics 2020-12-25 David Walsh , Alejandro Schuler , Diana Hall , Jon Walsh , Charles Fisher

The prior distribution for the unknown model parameters plays a crucial role in the process of statistical inference based on Bayesian methods. However, specifying suitable priors is often difficult even when detailed prior knowledge is…

Methodology · Statistics 2020-03-18 Marcelo Hartmann , Georgi Agiashvili , Paul Bürkner , Arto Klami

Disease models are used to examine the likely impact of therapies, interventions and public policy changes. Ensuring that these are well calibrated on the basis of available data and that the uncertainty in their projections is properly…

Computation · Statistics 2025-01-24 Daria Semochkina , Cathal Walsh

Imagine a world where clinical trials need far fewer patients to achieve the same statistical power, thanks to the knowledge encoded in large language models (LLMs). We present a novel framework for hierarchical Bayesian modeling of adverse…

Methodology · Statistics 2025-11-21 Shota Arai , David Selby , Andrew Vargo , Sebastian Vollmer

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…

Machine Learning · Statistics 2019-02-26 Steven Kleinegesse , Michael Gutmann

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

Applications · Statistics 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun